+158.6%
VFC vs TRI
+518.6%
-360.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | +0.8% |
| 7D | +0.8% | -7.1% | +7.9% | +3.6% |
| 30D | -11.9% | -2.3% | -9.6% | -11.6% |
| 3M | -20.2% | +19.6% | -39.7% | -27.6% |
| 6M | -23.0% | -8.7% | -14.3% | -22.8% |
| YTD | -26.2% | -22.3% | -4.0% | -21.9% |
| 1Y | -13.3% | -40.7% | +27.3% | +3.7% |
| 3Y | -25.5% | -17.8% | -7.7% | -25.7% |
| 5Y | -78.1% | -8.5% | -69.6% | -79.4% |
| 10Y | -68.8% | +192.6% | -261.4% | -83.1% |
| All | +158.6% | +518.6% | -360.0% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling